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Modal decomposition techniques are showing a fast growth in popularity for their good properties as data-driven tools. There are several modal decomposition techniques, yet Proper Orthogonal Decomposition (POD) and Dynamic Mode…

We propose an analytical construction of observable functions in the extended dynamic mode decomposition (EDMD) algorithm. EDMD is a numerical method for approximating the spectral properties of the Koopman operator. The choice of…

Systems and Control · Electrical Eng. & Systems 2021-01-06 Marcos Netto , Yoshihiko Susuki , Venkat Krishnan , Yingchen Zhang

Dynamic mode decomposition (DMD) is an efficient tool for decomposing spatio-temporal data into a set of low-dimensional modes, yielding the oscillation frequencies and the growth rates of physically significant modes. In this paper, we…

Dynamical Systems · Mathematics 2023-02-21 Minwoo Lee , Jongho Park

The Dynamic Mode Decomposition (DMD) is a tool of trade in computational data driven analysis of fluid flows. More generally, it is a computational device for Koopman spectral analysis of nonlinear dynamical systems, with a plethora of…

Numerical Analysis · Mathematics 2017-08-10 Zlatko Drmač , Igor Mezić , Ryan Mohr

The Koopman operator and its data-driven approximations, such as extended dynamic mode decomposition (EDMD), are widely used for analysing, modelling, and controlling nonlinear dynamical systems. However, when the true Koopman…

Dynamical Systems · Mathematics 2026-02-05 Roland Schurig , Pieter van Goor , Karl Worthmann , Rolf Findeisen

Recent advancements in sensing and communication facilitate obtaining high-frequency real-time data from various physical systems like power networks, climate systems, biological networks, etc. However, since the data are recorded by…

Dynamical Systems · Mathematics 2023-12-27 S. Sinha , Sai P. Nandanoori , David Barajas-Solano

A dynamic mode decomposition (DMD) based reduced-order model (ROM) is developed for tracking, detection, and prediction of kinetic plasma behavior. DMD is applied to the high-fidelity kinetic plasma model based on the electromagnetic…

Plasma Physics · Physics 2021-09-16 Indranil Nayak , Mrinal Kumar , Fernando L. Teixeira

System identification based on Koopman operator theory has grown in popularity recently. Spectral properties of the Koopman operator of a system were proven to relate to properties like invariant sets, stability, periodicity, etc. of the…

Optimization and Control · Mathematics 2021-10-27 Nibodh Boddupalli

We analyze the performance of Dynamic Mode Decomposition (DMD)-based approximations of the stochastic Koopman operator for random dynamical systems where either the dynamics or observables are affected by noise. For many DMD algorithms, the…

Dynamical Systems · Mathematics 2022-02-04 Mathias Wanner , Igor Mezić

In this work, we present a method which determines optimal multi-step dynamic mode decomposition (DMD) models via entropic regression, which is a nonlinear information flow detection algorithm. Motivated by the higher-order DMD (HODMD)…

Machine Learning · Statistics 2024-06-19 Christopher W. Curtis , Erik Bollt , Daniel Jay Alford-Lago

This paper describes a method for learning low-dimensional approximations of nonlinear dynamical systems, based on neural-network approximations of the underlying Koopman operator. Extended Dynamic Mode Decomposition (EDMD) provides a…

Dynamical Systems · Mathematics 2019-01-17 Samuel E. Otto , Clarence W. Rowley

Dynamic Mode Decomposition (DMD) has received increasing research attention due to its capability to analyze and model complex dynamical systems. However, it faces challenges in computational efficiency, noise sensitivity, and difficulty…

Machine Learning · Computer Science 2025-02-20 Biqi Chen , Ying Wang

Koopman operators globally linearize nonlinear dynamical systems and their spectral information is a powerful tool for the analysis and decomposition of nonlinear dynamical systems. However, Koopman operators are infinite-dimensional, and…

Numerical Analysis · Mathematics 2022-09-07 Matthew J. Colbrook

We present a new approach to calculating time eigenvalues of the neutron transport operator (also known as $\alpha$ eigenvalues) by extending the dynamic mode decomposition (DMD) to allow for non-uniform time steps. The new method, called…

Computational Physics · Physics 2022-08-24 Ethan Smith , Ilham Variansyah , Ryan McClarren

Dynamic Mode Decomposition (DMD) is a powerful tool for extracting spatial and temporal patterns from multi-dimensional time series, and it has been used successfully in a wide range of fields, including fluid mechanics, robotics, and…

Dynamical Systems · Mathematics 2021-09-07 Ziyou Wu , Steven L. Brunton , Shai Revzen

We establish the convergence of a class of numerical algorithms, known as Dynamic Mode Decomposition (DMD), for computation of the eigenvalues and eigenfunctions of the infinite-dimensional Koopman operator. The algorithms act on data…

Dynamical Systems · Mathematics 2017-11-21 Hassan Arbabi , Igor Mezić

In many applications of biotechnology, measurements are available at different sampling rates, e.g., due to online sensors and offline lab analysis. Offline measurements typically involve time delays that may be unknown a priori due to the…

Signal Processing · Electrical Eng. & Systems 2026-04-07 Simon Hellmann , Terrance Wilms , Stefan Streif , Soeren Weinrich

Dynamic Mode Decomposition (DMD) is a data-driven method related to Koopman operator theory that extracts information about dominant dynamics from data snapshots. In this paper we examine techniques to accelerate the application of DMD to…

Numerical Analysis · Mathematics 2026-02-02 Peter Oehme

The Kalman filter is a fundamental tool for state estimation in dynamical systems. While originally developed for linear Gaussian settings, it has been extended to nonlinear problems through approaches such as the extended and unscented…

Optimization and Control · Mathematics 2025-09-10 Yuan Wu , Sicheng He

The Koopman operator and extended dynamic mode decomposition (EDMD) as a data-driven technique for its approximation have attracted considerable attention as a key tool for modeling, analysis, and control of complex dynamical systems.…

Systems and Control · Electrical Eng. & Systems 2025-11-07 Philipp Schmitz , Lea Bold , Friedrich M. Philipp , Mario Rosenfelder , Peter Eberhard , Henrik Ebel , Karl Worthmann